Anic Equity¶

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Total return since start: 0.663 %¶

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Equity now: -----------------------------> 50803.35 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45240.43 Kr¶

PnL: ---------------------------------------> -337.16 Kr¶

DD now: ---------------------------------> -4.362 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-19 12:14:47.194800'

Anic Portfolio¶

Today¶

Return: 0.102 %¶

This Week¶

Return: 0.102 %¶

Total portfolio value¶

Return including deposits: 66.317 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hexatronic Group 15 4.000000 1092.900000 25.200000 2.360000 1067.700000
Hexagon B 26 -0.490000 3435.900000 24.700000 0.720000 3411.200000
Nederman Holding 1 -0.930000 214.000000 15.000000 7.540000 199.000000
INVISIO 15 -1.040000 3577.500000 15.000000 0.420000 3562.500000
Sagax B 4 -0.490000 898.000000 14.800000 1.680000 883.200000
Orrön Energy 170 -2.540000 2053.600000 12.750000 0.620000 2040.850000
Profoto Holding 7 -0.240000 593.600000 11.600000 1.990000 581.999999
Atrium Ljungberg B 5 0.330000 911.500000 10.000000 1.110000 901.500000
Sagax A 4 -0.450000 892.000000 8.000000 0.900000 884.000000
Platzer Fastigheter Holding B 12 -0.620000 956.400000 7.200000 0.760000 949.200000
Vitec Software Group B 2 -1.690000 1107.000000 6.000000 0.540000 1101.000000
Alimak Group 12 0.480000 1010.400000 6.000000 0.600000 1004.400000
OX2 12 -2.440000 912.600000 6.000000 0.660000 906.600000
Gränges 10 4.620000 1041.000000 5.000000 0.480000 1036.000000
Addnode Group B 7 -1.970000 907.900000 4.900000 0.540000 903.000000
ASSA ABLOY B 4 -1.030000 995.200000 4.400000 0.440000 990.800000
Latour B 4 -2.590000 858.000000 4.000000 0.470000 854.000000
Sandvik 4 -1.070000 849.200000 3.600000 0.430000 845.600000
JM 7 -1.090000 951.300000 3.500000 0.370000 947.800000
BHG Group 109 -5.160000 1422.450000 3.270000 0.230000 1419.180000
HEXPOL B 8 -0.660000 958.400000 3.200000 0.340000 955.200000
SKF B 5 -1.130000 980.250000 2.250000 0.230000 978.000000
Byggmax Group 33 -1.410000 966.240000 1.320000 0.140000 964.920000
Biotage 1 -6.650000 147.300000 -0.200000 -0.140000 147.500000
Hennes & Mauritz B 6 -1.240000 908.880000 -1.080000 -0.120000 909.960000
Hoist Finance 36 0.720000 1006.200000 -1.800000 -0.180000 1008.000000
AcadeMedia 20 -1.100000 973.600000 -2.000000 -0.210000 975.600000
BioGaia B 8 -1.920000 900.000000 -2.400000 -0.270000 902.400000
Catena 2 -0.150000 800.800000 -2.800000 -0.350000 803.600000
Eastnine 6 -1.450000 652.800000 -4.200000 -0.640000 657.000000
EQT 4 -2.350000 864.800000 -6.000000 -0.690000 870.800000
Vitrolife 3 -2.200000 667.800000 -9.200000 -1.360000 677.000001
Investor B 3 -1.170000 647.100000 -10.900000 -1.660000 657.999999
Creaspac SPAC 40 -0.840000 3796.000000 -28.000000 -0.730000 3824.000000
VEF 788 -1.900000 1867.560000 -29.940000 -1.580000 1897.504000
Balco Group 39 -2.330000 1801.800000 -73.200000 -3.900000 1874.999997
Sedana Medical 93 -4.270000 2587.260000 -396.320000 -13.280000 2983.577733
TOTAL 45207.240000 -370.350000 -4.42427% 45577.591729

Updated:¶

'2023-06-19 12:12:47.176248'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶